+140.1%
SPXL vs ELF
+230.6%
-90.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -0.1% |
| 7D | -1.3% | -6.8% | +5.5% | +1.0% |
| 30D | -5.0% | +5.1% | -10.1% | -6.9% |
| 3M | +7.6% | +79.8% | -72.2% | -12.9% |
| 6M | +33.6% | +29.7% | +3.9% | +19.5% |
| YTD | +28.1% | +31.6% | -3.5% | +12.2% |
| 1Y | +43.6% | -27.9% | +71.5% | +50.3% |
| 3Y | +225.8% | -26.4% | +252.3% | +174.1% |
| 5Y | +140.1% | +235.6% | -95.6% | -50.9% |
| All | +140.1% | +230.6% | -90.6% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling